Rapport Backtest

Stratégie · RsiOversold   |   Ticker · AAPL   |   2015-01-02 → 2025-10-31
Capital Final -357,487,662,417,473.88 €
P&L -357487662427473.88 € (-3574876624274.74%)
Total Trades 1
Max Drawdown 10552.62%
Sharpe
0.52
Sortino
0.51
Calmar
0.00

Equity Curve

Underwater Curve

Performance

CAGR0.00%
Ulcer Index6.64
Expectancy147.06

Trades Overview

Total1 Win Rate100.00%
Profit Factorinf Payoff Ratio147.06

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2015-06-30 04:00:00 2017-02-03 05:00:00 Long 15 28.11 29.48 147.06 4.89% 584